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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent,full-timeB |
CCAR Quant - Assoc/VP London based Our client, a very well-known tier 1 IB, is looking for a strong quant/strat with a background in XVA and/or CCAR. This role works directly with the firms traders and control functions on a daily basis to hedge and tradeas well as grow and maintain the business. In this position, you will be applying your advanced skills in mathematics and computer science to calculate CCAR to capture model deficiencies and/or idiosyncratic events, as well as being responsible for: scenarios,tools to run/replicate calculations. The role will entail: Working closely with traders and derivatives pricing quants to calculate CCAR. Scenario design and developing tools to run/replication calculations Explain to pricing quants and traders how scenariosare engineered Requirements: PhD in Maths/Physics/Applied Sciences or Masters degree in Computer Science or Engineering +2 years experience working in a quantitative role within the Investment Banking industry, either a FO function working with XVA or MarketRisk/CCAR. Strong programming experience in Python and C++/Scala/Java Previous experience with CCAR, scenario design and RWA calculations Ability to learn quickly in a fast moving environment Team oriented approach to sharing workload and leverage skill setsStrong organisational skills and the ability to cope with rapidly changing priorities throughout the day are essential Strong communication skills both verbal and written